Logarithmic-dimensional convergence of mean-field BBVI
Logarithmic-dimensional convergence of mean-field BBVI
Let BBVI denote black-box variational inference, and let the mean-field variational family be the class of variational distributions whose coordinates are independent. Under mild assumptions, the dimensional-dependence conjecture. BBVI for the mean-field variational family converges with only logarithmic dimensional dependence or no explicit dimensional dependence at all. The paper has established an dimension dependence for this family, while empirical results suggest that this can be improved; the precise mild assumptions and the stronger dimensional dependence remain open.
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Primary source
Kyurae Kim, Jisu Oh, Kaiwen Wu, Yi-An Ma and Jacob R. Gardner, “On the Convergence of Black-Box Variational Inference”, arXiv:2305.15349 (2024).
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